I was asked how I would estimate price of stock using history of its price.
Quantitative Analyst Intern Interview Questions
10,161 quantitative analyst intern interview questions shared by candidates
Given the daily return for past year(approximately 250 trading days) of the 500 componential stocks from S&P 500, we have 500*499/2 = 124750 correlation coefficients, What is the distribution of these coefficients? 1. Is it symmetric? 2. Is it shifting to the right or changing its shape? 3. Does it have a fatter tail than Gaussian? Why? 4. How to estimate the correlations? 5. Give me an estimate of the expectation of the correlations.
Suppose we have a polynomial f(x) with real coefficients {a0,a1,...,an}of degree n unknown, we could input x and get the output f(x). 1. What is the minimum trials of input to get all coefficients? 2. What if all coefficients are integers? 3. What is all coefficients are positive integers?
Basic Programming questions like linked lists, inheritance
What kind of tools do you know to handle data?
Tell me about yourself.
Personal background
Questions are almost exclusively quizzes, brain teasers, some logic, some (fewer than expected) about programming or real science/research, no real opportunity to talk about the daily work/atmosphere etc. Always slightly pushy.
Explain how neural networks and backpropagation work.
Calculate the volume of an area, enclosed by two regions given by: x^{2} + y^{2} <= 1, y^{2} + z^{2} <= 1
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